Asymptotic behavior of generalized risk processes (Q1887427): Difference between revisions
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Revision as of 16:09, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Asymptotic behavior of generalized risk processes |
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Asymptotic behavior of generalized risk processes (English)
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25 November 2004
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The purpose of this paper is to describe the asymptotic behaviour of generalized risk processes without any moment assumptions on the controlling process. The authors present a general criterion for the weak convergence of one-dimensional distributions of generalized risk processes and describe possible limit laws.
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risk process
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Cox process
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weak convergence
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